-39.8%
CHWY vs PHM
+285.7%
-325.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.3% |
| 7D | -12.0% | -6.4% | -5.7% | -10.0% |
| 30D | -6.2% | -12.1% | +5.9% | -1.9% |
| 3M | +5.5% | -1.5% | +7.1% | +5.8% |
| 6M | -17.8% | -6.0% | -11.8% | -16.5% |
| YTD | -36.2% | -0.3% | -35.9% | -36.9% |
| 1Y | -40.0% | -13.3% | -26.6% | -37.9% |
| 3Y | -8.3% | +47.6% | -55.9% | -24.8% |
| 5Y | -71.9% | +154.7% | -226.6% | -81.4% |
| All | -39.8% | +285.7% | -325.5% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PHM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling